school-level data, Coleman 1966, adjusted variables illustration > ed = read.table(file="D:\\drr06\\stat209\\coleman.dat", header = T) > attach(ed) > cor(ed) ssal whcol ses tverb momed vach ssal 1.0000000 0.18113980 0.2296278 0.50266385 0.1967731 0.1922916 whcol 0.1811398 1.00000000 0.8271829 0.05105812 0.9271008 0.7534008 ses 0.2296278 0.82718291 1.0000000 0.18332924 0.8190633 0.9271611 tverb 0.5026638 0.05105812 0.1833292 1.00000000 0.1238087 0.3336495 momed 0.1967731 0.92710081 0.8190633 0.12380866 1.0000000 0.7329859 vach 0.1922916 0.75340081 0.9271611 0.33364951 0.7329859 1.0000000 > edreg = lm(vach ~ ssal+ whcol+ ses+ tverb+ momed) > summary(edreg) Call: lm(formula = vach ~ ssal + whcol + ses + tverb + momed) Residuals: Min 1Q Median 3Q Max -3.94972 -0.61739 0.06235 0.73430 5.00176 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 19.94857 13.62755 1.464 0.1653 ssal -1.79333 1.23340 -1.454 0.1680 whcol 0.04360 0.05326 0.819 0.4267 ses 0.55576 0.09296 5.979 3.38e-05 *** tverb 1.11017 0.43377 2.559 0.0227 * momed -1.81092 2.02739 -0.893 0.3868 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.074 on 14 degrees of freedom Multiple R-Squared: 0.9063, Adjusted R-squared: 0.8728 F-statistic: 27.08 on 5 and 14 DF, p-value: 9.927e-07 > momreg = lm(momed ~ ssal + whcol + ses + tverb) > momregadj = lm(vach ~ residuals(momreg)) > summary(momregadj) Call: lm(formula = vach ~ residuals(momreg)) Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 35.082 1.333 26.322 8.03e-16 *** residuals(momreg) -1.811 5.826 -0.311 0.76 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 5.96 on 18 degrees of freedom Multiple R-Squared: 0.00534, Adjusted R-squared: -0.04992 F-statistic: 0.09663 on 1 and 18 DF, p-value: 0.7595